Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem [PDF]
Rainer Buckdahn +2 more
openalex +1 more source
Lipschitz and Fourier type conditions with moduli of continuity in rank 1 symmetric spaces [PDF]
Arran Fernandez +2 more
openalex +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Uniform Lipschitz continuity of the isoperimetric profile of compact surfaces under normalized Ricci flow [PDF]
Yizhong Zheng
openalex +1 more source
Proximal Gradient Algorithms Under Local Lipschitz Gradient Continuity [PDF]
Alberto De Marchi, Andreas Themelis
openalex +1 more source
Sequential Outlier Detection in Nonstationary Time Series
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
A class of fractional order neural network systems with sector dead zones for synchronization
Synchronization is examined for a class of fractional order neural network systems with sector dead zones and orders between 1 and 2. Through variable replacement, the synchronization problem for systems with orders in(1,2) is reformulated as one with ...
JIANG Wenfang;LIU Heng
doaj +1 more source
Continuity and bi-Lipschitz properties of the Hurwitz and its invariant metrics [PDF]
Arstu, Swadesh Kumar Sahoo
openalex +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Szász-integral operators linking general-Appell polynomials and approximation
This manuscript is associated with a study of general Appell polynomials. In this research work, we introduced a new sequence of Szász-Integral type of sequence of operators via general-Appell polynomials to discuss approximation properties for Lebesgue ...
Nadeem Rao +2 more
doaj +1 more source

